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Description of Systems

M.J.RobertsAllRightsReserved. 1
EditedbyDr.RobertAkl
Systems
Broadly speaking, a system is anything that
responds when stimulated or excited
The systems most commonly analyzed by
engineers are artificial systems designed and
built by humans
Engineering system analysis is the
application of mathematical methods to the
design and analysis of systems

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System Examples

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Feedback Systems
Inafeedbacksystemtheresponseofthesystemisfedback
andcombinedwiththeexcitationissuchawayastooptimize
theresponseinsomedesiredsense.Examplesoffeedback
systemsare
1. Temperaturecontrolinahouseusingathermostat
2. Waterlevelcontrolinthetankofaflushtoilet.
3. Pouringaglassoflemonadetothetopoftheglasswithout
overflowing.
4. Arefrigeratoricemakerwhichkeepsthebinfullofice
butdoesnotmakeextraice.
5. Drivingacar.

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Systems
Systems have inputs and outputs
Systems accept excitations or input signals
at their inputs and produce responses or
output signals at their outputs
Systems are often usefully represented by
block diagrams
Asingleinput,singleoutputsystemblockdiagram

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A Multiple-Input, Multiple-
Output System Block Diagram

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Block Diagram Symbols
Threecommonblockdiagramsymbolsforanamplifier(wewill
usethelastone).

Threecommonblockdiagramsymbolsforasummingjunction
(wewillusethefirstone).

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Block Diagram Symbols

Blockdiagramsymbolforanintegrator

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An Electrical Circuit Viewed as a
System
An RC lowpassfilter is a simple electrical system.
It is excited by a voltage vin t and responds with a
voltage vout t . It can be viewed or modeled as a
single-input, single-output system

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Zero-State Response of an RC
Lowpass Filter to a Step Excitation
If an RC lowpass filter with an initially uncharged capacitor is

excited by a step of voltage v in t Au t its response is

v out t A 1 et/ RC u t . This response is
called the zero-state response of this system
because there was initially no energy stored in
the system. (It was in its zero-energy state.)
If the excitation is doubled, the zero-state
response also doubles.

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Zero-Input Response of an RC
Lowpass Filter
If an RC lowpass filter has an initial charge on the capacitor
of V0 volts and no excitation is applied to the system its zero-

input response is v out t V0 et/ RC , t 0.

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Homogeneity
In a homogeneous system, multiplying the
excitation by any constant (including complex
constants), multiplies the zero-state response by the
same constant.

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Homogeneity

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Homogeneity
Let y t exp x t . Is this system homogeneous?
Let x t g t . Then y t exp g t .
1 1

Let x t K g t . Then y t exp K g t exp g t


K

2 2
K y t K exp g t y t K y t , Not homogeneous
1 2 1


Let y t x t 2. Is this system homogeneous?
Let x t g t . Then y t g t 2.
1 1

Let x t K g t . Then y t K g t 2
2 2

K y t K g t 2K y t K y t , Not homogeneous
1 2 1

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Time Invariance
If an excitation causes a zero-state response and
delaying the excitation simply delays the zero-
state response by the same amount of time,
regardless of the amount of delay, the system is
time invariant.

If g(t) y1 t and g(t t0 )


H
y1 t t0 H is Time Invariant
H

This test must succeed for any g and any t0 .

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Time Invariance
Let y t exp x t . Is this system time invariant?
Let x t g t . Then y t exp g t .
1 1

Let x t g t t . Then y t exp g t t


2 0 2 0

y t t exp g t t y t y t t , Time Invariant


1 0 0 2 1 0


Let y t x t / 2 . Is this system time invariant?
Let x t g t . Then y t g t / 2 .
1 1

Let x t g t t . Then y t g t / 2 t
2 0 2 0

y t t g t t / 2 y t y t t , Time Variant
1 0 0 2 1 0

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Additivity
If one excitation causes a zero-state response and another excitation
causes another zero-state response and if, for any arbitrary
excitations, the sum of the two excitations causes a zero-state
response that is the sum of the
two zero-state responses, the
system is said to be additive.

If g(t) y1 t and h(t)


H H
y 2 t
and g t h t H
y1 t y 2 t H is Additive
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Additivity

Let y t u x t . Is this system additive?
Let x t g t . Then y t u g t .
1 1

Let x t h t . Then y t u h t .
2 2

Let x t g t h t . Then y t u g t h t
3 3

y t y t u g t u h t u g t h t . Not additive.
1 2

(For example, at time t 3, if g 3 4 and h 3 2,


y 3 y 3 u 4 u 2 1 1 2. But y 3 u 4 6 1.)
1 2 3

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Linearity and LTI Systems
If a system is both homogeneous and additive
it is linear.
If a system is both linear and time-invariant it
is called an LTI system
Some systems which are non-linear can be
accurately approximated for analytical
purposes by a linear system for small
excitations

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Linearity and LTI Systems
In an LTI system, the analysis of the effect of an excitation
on a system can be found by breaking the excitation into pieces,
finding the responses to those pieces individually and then adding

those responses. Let x t rect t / 4 . We could break x t

into u t 2 u t 2 or we could break it into 0.75rect t / 4
0.25rect t / 4 or into any other convenient sum of functions that
equals x t .

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Stability
Any system for which the response is
bounded for any arbitrary bounded excitation,
is called a bounded-input-bounded-output
(BIBO) stable system
A continuous-time LTI system described by a
differential equation is stable if the
eigenvalues of the solution of the equation all
have negative real parts

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Causality
Any system for which the zero-state response
occurs only during or after the time in which
the excitation is applied is called a causal
system.
Strictly speaking, all real physical systems are
causal

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Memory
If a systems zero-state response at any arbitrary
time depends only on the excitation at that same
time and not on the excitation or response at any
other time it is called a static system and is said to
have no memory. All static systems are causal.
A system whose zero-state response at some
arbitrary time depends on anything other than
the excitation at that same time is called a dynamic
system and is said to have memory
Any system containing an integrator has memory

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Static Non-Linearity
Many real systems are non-linear because the
relationship between excitation amplitude and
response amplitude is non-linear
VIDiagramfora
VIDiagramforaDiode
LinearResistor

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Static Non-Linearity
For an analog multiplier, if the two excitations are the same
single excitation signal, the response signal is the square of
that single excitation signal and doubling the excitation
would cause the response to increase by a factor of 4
Such a system is not homogeneous and therefore not linear

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Invertibility
A system is said to be invertible if unique
excitations produce unique zero-state responses. In
other words, if a system is invertible, knowledge of
the zero-state response is sufficient to determine the
excitation

Thisfullwaverectifieris
anoninvertiblesystem

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Dynamics of Second-Order
Systems
The eigenfunction of an LTI system is the complex exponential.
The eigenvalues of a second-order system are either both real or
occur in a complex-conjugate pair. The general solution form is
a sum of two complex exponentials and a constant. For example,
the capacitor voltage in a series RLC circuit excited by a voltage
step of height A is
2 2 t 2 2 t


v out t K1e n
K 2e n
A
where R / 2L and n2 1 / LC. is the dampingfactor and
n is the natural radian frequency.

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Dynamics of Second-Order
Systems
2 2 t 2 2 t
n n
The solution form K1e K 2e applies
to all second-order LTI systems. It can also be written as
K e
j c t
K e
j c t
1 2
where 1 2 and
c n c

is the critical radian frequency and / n is the


dampingratio.

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Complex Sinusoid Excitation
Any LTI system excited by a complex sinusoid responds with
another complex sinusoid of the same frequency but generally
a different magnitude and phase. In the case of the RLC circuit
if the excitation is vin t Aej 2 f0t the response is vout t Bej 2 f0t
where A and B are, in general, complex. B can be found by
substituting the solution form into the differential equation and
finding the particular solution. In the RLC circuit
A
B
j2 f0 LC j2 f0 RC 1
2

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Discrete-Time Systems

With the increase in speed and decrease in


cost of digital system components, discrete-
time systems have experienced, and are still
experiencing, rapid growth in modern
engineering system design
Discrete-time systems are usually described
by difference equations

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Block Diagram Symbols

Theblockdiagramsymbolsforasummingjunctionandan
amplifierarethesamefordiscretetimesystemsastheyare
forcontinuoustimesystems.

Blockdiagramsymbolforadelay

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Discrete-Time Systems
Inadiscretetimesystemeventsoccuratpointsintimebutnot
betweenthosepoints.Themostimportantexampleisadigital
computer.Significanteventsoccurattheendofeachclock
cycleandnothingofsignificance(tothecomputeruser)happens
betweenthosepointsintime.

Discretetimesystemscanbedescribedbydifference(not
differential)equations.Letadiscretetimesystemgeneratean
excitationsignaly[n]wherenisthenumberofdiscretetime
intervalsthathaveelapsedsincesomebeginningtimen=0.
Then,forexampleasimplediscretetimesystemmightbe
describedby
y n 1.97 y n 1 y n 2

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Discrete-Time Systems
The equation
y n 1.97 y n 1 y n 2
says in words

The signal value at any time n is 1.97 times the signal value at the
previous time n 1 minus the signal value at the time before that
n 2 .
If we know the signal value at any two times, we can compute its
value at all other (discrete) times. This is quite similar to a
second-order differential equation for which knowledge of two
independent initial conditions allows us to find the solution for all
time and the solution methods are very similar.

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Discrete-Time Systems

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Discrete-Time Systems
y n 1.97 y n 1 y n 2
With the initial conditions y 1 1 and y 0 0 the (zero-
input) response is y n .

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Solving Difference Equations
On the previous two slides we found the solution to
y n 1.97 y n 1 y n 2
by iteration as a sequence of numbers for y n . We can also solve
linear, constant-coefficient ordinary difference equations with techniques
that are very similar to those used to solve linear, constant-coefficient
ordinary differential equations. The eigenfunction of this type of equation
is the complex exponential zn. As a first example let the equation be
2 y n y n 1 0. The homogeneous solution of this equation is
then y h n Kzn. Substituting that into the equation we get
2Kzn Kzn1 0. This is the characteristic equation. Dividing
through by Kzn1 we get 2z 1 0 and the solution is z 1 / 2.

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Solving Difference Equations

The eigenvalue for the equation 2 y n y n 1 0 is then z 1 / 2


and the homogeneous solution is y h n K 1 / 2 . Since the equation
n

is homogeneous, the homogeneous solution is also the total solution.


To find K we need an initial condition. Let it be y 0 3. Then
y 0 K 1 / 2 K 3 and y n 3 1 / 2 .
0 n

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Solving Difference Equations
The solution of inhomogeneous equations is also similar to
differential equation techniques. Let 5y n 3y n 1 1 / 3 with
n

an initial condition of y 0 1. The characteristic equation is


5z 3 0. The eigenvalue is 3 / 5 and the homogeneous solution is
y h n K 3 / 5 . The particular solution is a linear combination of
n

the forcing function 1 / 3 and all its unique differences. The first
n

backward difference of 1 / 3 is 1 / 3 1 / 3
n n n1
, which can be written
as 2 1 / 3 . This is just the same function but with a different
n

multiplying constant. So the first difference of an exponential is also


an exponential. Therefore the only functional form we need for the
particular solution is K p 1 / 3 .
n

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Solving Difference Equations

Substituting the particular solution form into the difference equation


we get 5K p 1 / 3 3K p 1 / 3 1 / 3 . Solving,
n n1 n

Kp
1 / 3
n
1/ 3
n1
1 / 4. Then the total
5 1 / 3 3 1 / 3
n
5 1 / 3 3
solution is y n K 3 / 5 1 / 4 1 / 3 . Applying initial
n n

conditions y 0 K 3 / 5 1 / 4 1 / 3 K 1 / 4 1
0 0

Therefore K 3 / 4 and the total solution is


y n 3 / 4 3 / 5 1 / 4 1 / 3 .
n n

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A System

If the excitation x[n] is the unit sequence, the zero-state


response is
y n 5 4 4 / 5 u n
n

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A System

Iftheexcitationisdoubled,thezerostateresponsedoubles.
Iftwosignalsareaddedtoformtheexcitation,thezerostate
responseisthesumofthezerostateresponsestothosetwo
signals.Iftheexcitationisdelayedbysometime,thezerostate
responseisdelayedbythesametime.Thissystemislinearand
timeinvariant.

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System Properties

The properties of discrete-time systems have


the same meaning as they do in continuous-
time systems

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Eigenfunctions of LTI Systems
The eigenfunction of an LTI system is the
complex exponential
The eigenvalues are either real or, if
complex, occur in complex conjugate pairs
Any LTI system excited by a complex
sinusoid responds with another complex
sinusoid of the same frequency, but generally
a different amplitude and phase
All these statements are true of both
continuous-time and discrete-time systems

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